+172.4%
CEG vs BR
-5.1%
+177.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | +1.3% | -5.0% | +6.3% | +1.5% |
| 30D | +8.8% | -2.5% | +11.3% | +8.8% |
| 3M | +17.0% | +13.5% | +3.5% | +16.1% |
| 6M | -8.7% | -9.4% | +0.7% | -6.3% |
| YTD | -16.4% | -23.3% | +6.8% | -10.7% |
| 1Y | -1.8% | -31.6% | +29.8% | +8.7% |
| All | +172.4% | -5.1% | +177.5% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling